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subject:"Volatilität"
~person:"Robé, Sophie"
~subject:"ARCH model"
~subject:"Share price"
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Volatilität
ARCH model
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Nichtlineare Regression
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Robé, Sophie
Gupta, Rangan
116
Caporale, Guglielmo Maria
100
McAleer, Michael
99
Pierdzioch, Christian
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Bollerslev, Tim
64
Gil-Alaña, Luis A.
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Koopman, Siem Jan
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Mumtaz, Haroon
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Cheung, Yin-Wong
26
Theissen, Erik
26
Xuan Vinh Vo
26
Miller, Stephen M.
25
Timmermann, Allan
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Europäische Hochschulschriften / 5
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ECONIS (ZBW)
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Testing for nonlinearities in German bank stock returns
Kosfeld, Reinhold
;
Robé, Sophie
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
3
,
pp. 581-597
Persistent link: https://www.econbiz.de/10001609099
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2
Modelling nonlinearities in the German stock market
Robé, Sophie
-
1999
Persistent link: https://www.econbiz.de/10001356393
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